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ORCIDJournal of Multivariate Analysis, Volume 130
Volume 130, September 2014
- Hélène Cossette, Marie-Pier Côté
, Mélina Mailhot, Etienne Marceau:
A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. 1-20 - Y. Wang, Michael J. Daniels:
Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor. 21-26 - Tetsuto Himeno, Takayuki Yamada:
Estimations for some functions of covariance matrix in high dimension under non-normality and its applications. 27-44 - Cunjie Lin, Yong Zhou:
Analyzing right-censored and length-biased data with varying-coefficient transformation model. 45-63 - Jianhua Hu, Fuxiang Liu, Jinhong You:
Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation. 64-89 - Shota Katayama:
High-dimensional mean estimation via l1 penalized normal likelihood. 90-106 - Alexander Dürre, Daniel Vogel, David E. Tyler:
The spatial sign covariance matrix with unknown location. 107-117 - Seonjin Kim, Zhibiao Zhao:
Specification test for Markov models with measurement errors. 118-133 - Ioannis Papastathopoulos, Jonathan A. Tawn:
Dependence properties of multivariate max-stable distributions. 134-140 - Alessio Sancetta:
Semiparametric estimation of a class of generalized linear models without smoothing. 141-154 - Víctor Pérez-Abreu, Robert Stelzer:
Infinitely divisible multivariate and matrix Gamma distributions. 155-175 - Min Tang, Eric V. Slud, Ruth M. Pfeiffer:
Goodness of fit tests for linear mixed models. 176-193 - Qinwen Wang, Jack W. Silverstein, Jian-Feng Yao:
A note on the CLT of the LSS for sample covariance matrix from a spiked population model. 194-207 - Hidetoshi Shimodaira:
Higher-order accuracy of multiscale-double bootstrap for testing regions. 208-223 - Jukka Nyblom, Jaakko Suomala:
Tests for real and complex unit roots in vector autoregressive models. 224-239 - Mohsen Rezapour, Mohammad Hossein Alamatsaz:
Stochastic comparison of lifetimes of two (n-k+1)-out-of-n systems with heterogeneous dependent components. 240-251 - Nanny Wermuth, Giovanni M. Marchetti, Piotr Zwiernik:
Binary distributions of concentric rings. 252-260 - Leonid Hanin, Li-Shan Huang:
Identifiability of cure models revisited. 261-274 - Li Yan, Xia Chen:
Empirical likelihood for partly linear models with errors in all variables. 275-288 - Muni S. Srivastava, Hirokazu Yanagihara, Tatsuya Kubokawa:
Tests for covariance matrices in high dimension with less sample size. 289-309 - Cencheng Shen, Ming Sun, Minh Tang, Carey E. Priebe:
Generalized canonical correlation analysis for classification. 310-322 - Fabrizio Durante, Juan Fernández-Sánchez, Wolfgang Trutschnig:
Multivariate copulas with hairpin support. 323-334 - Stefan Wager:
Subsampling extremes: From block maxima to smooth tail estimation. 335-353 - Shujie Ma, Hua Liang, Chih-Ling Tsai:
Partially linear single index models for repeated measurements. 354-375 - Tao Chen, Thomas Parker:
Semiparametric efficiency for partially linear single-index regression models. 376-386 - Nirian Martín, Raquel Mata, Leandro Pardo:
Phi-divergence statistics for the likelihood ratio order: An approach based on log-linear models. 387-408 - Li Wang, Suojin Wang, Guannan Wang:
Variable selection and estimation for longitudinal survey data. 409-424
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